Anic Equity¶

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Total return since start: 0.627 %¶

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Equity now: -----------------------------> 49707.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43659.37 Kr¶

PnL: ---------------------------------------> -1216.21 Kr¶

DD now: ---------------------------------> -6.424 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:35:21.939317'

Anic Portfolio¶

Today¶

Return: 0.264 %¶

This Week¶

Return: -2.056 %¶

Total portfolio value¶

Return including deposits: 62.731 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 5.340000 1505.290000 82.290000 5.780000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -0.820000 917.520000 5.520000 0.610000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
ASSA ABLOY B 4 -0.160000 987.200000 -5.800000 -0.580000 993.000000
JM 7 0.300000 942.900000 -7.100000 -0.750000 950.000002
OX2 12 -0.790000 899.400000 -9.600000 -1.060000 909.000000
Atrium Ljungberg B 5 -0.170000 892.500000 -11.500000 -1.270000 904.000000
Biotage 1 -3.800000 136.600000 -12.400000 -8.320000 149.000000
Vitrolife 3 0.820000 662.400000 -14.600000 -2.160000 677.000001
Gränges 10 0.590000 1024.000000 -15.000000 -1.440000 1039.000000
Bufab 3 0.000000 1059.600000 -16.400000 -1.520000 1076.000001
AcadeMedia 20 -0.950000 960.800000 -17.200000 -1.760000 978.000000
Latour B 4 -1.230000 837.600000 -18.400000 -2.150000 856.000000
Vitec Software Group B 2 -1.810000 1085.000000 -19.000000 -1.720000 1104.000000
BioGaia B 8 0.550000 884.800000 -19.200000 -2.120000 904.000000
SKF B 5 1.240000 960.250000 -19.750000 -2.020000 980.000000
Investor B 3 -0.190000 636.450000 -21.550000 -3.280000 657.999999
Sandvik 4 0.730000 824.400000 -23.600000 -2.780000 848.000000
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Sagax B 4 -1.340000 856.400000 -28.600000 -3.230000 885.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Byggmax Group 33 0.000000 935.880000 -31.120000 -3.220000 966.999990
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Addnode Group B 7 -1.660000 872.900000 -32.100000 -3.550000 904.999998
Hexatronic Group 15 -0.800000 1036.200000 -34.800000 -3.250000 1071.000000
Alimak Group 12 -0.620000 966.000000 -41.000000 -4.070000 1007.000004
EQT 4 -2.500000 828.000000 -45.000000 -5.150000 873.000000
HEXPOL B 8 -3.740000 906.400000 -50.600000 -5.290000 957.000000
Orrön Energy 170 -2.940000 1994.100000 -51.900000 -2.540000 2045.999980
Catena 2 -0.630000 751.600000 -54.400000 -6.750000 806.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Hexagon B 26 -0.730000 3359.200000 -60.800000 -1.780000 3420.000012
VEF 788 -0.520000 1802.940000 -100.060000 -5.260000 1903.000300
Sedana Medical 93 1.450000 2602.140000 -381.440000 -12.780000 2983.577733
TOTAL 43659.370000 -1216.210000 -6.42392% 44875.578016

Updated:¶

'2023-06-21 10:35:39.302436'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶